论文标题
限制具有随机系数的功能自回归过程的定理
On limit theorems for functional autoregressive processes with random coefficients
论文作者
论文摘要
在本文中,我们考虑了一个有价值的随机系数自回归过程的Banach空间。我们对这一过程的研究涉及存在,大量法律,大量法律,一些指数不平等,中心限制定理。我们的方法是基于班克空间中合适的Martingale共同分解。
In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit theorem. Our approach is based on a suitable martingale coboundary decomposition in Banach space.